Description

This analysis provides a forecast of DIA prices using a Seasonal ARIMA model with Box-Cox transformation. The forecast includes different scenarios:

The confidence levels used are 68%, 95%, and 99.7%, which means there is a corresponding probability that the actual price will fall within the Bear and Bull case range for each confidence level.

The purpose of this model is to help investors understand potential future price movements and make informed decisions based on different market scenarios.

Bear_0.997 Bear_0.95 Bear_0.68 Base Bull_0.68 Bull_0.95 Bull_0.997
2025-09-14 0.513559 0.576018 0.646959 0.734354 0.840330 0.966292 1.129845
2025-09-21 0.436304 0.512530 0.605514 0.729807 0.895708 1.116023 1.442998
2025-09-28 0.380611 0.461522 0.565285 0.712530 0.924145 1.231845 1.745697
2025-10-05 0.359577 0.449384 0.570276 0.752446 1.035390 1.490421 2.365914
2025-10-12 0.350348 0.450497 0.591729 0.817648 1.198101 1.882195 3.445491
2025-10-19 0.322531 0.421892 0.566045 0.805453 1.230478 2.055827 4.202693
2025-10-26 0.302800 0.402500 0.551086 0.807000 1.285934 2.293835 5.329608
2025-11-02 0.279584 0.375637 0.521397 0.778761 1.278566 2.393958 6.164745
2025-11-09 0.255603 0.345697 0.483958 0.731934 1.225060 2.368918 6.560136
2025-11-16 0.241890 0.330400 0.468541 0.722265 1.245652 2.536667 7.957716
2025-11-23 0.238120 0.330098 0.477350 0.757874 1.370989 3.045027 12.086575
2025-11-30 0.228303 0.319432 0.467686 0.756826 1.413351 3.336658 16.007964
2025-12-07 0.216421 0.305314 0.452027 0.744320 1.431904 3.587660 21.211022
2025-12-14 0.206741 0.294152 0.440590 0.738947 1.467981 3.934031 30.554596
2025-12-21 0.196132 0.280777 0.424130 0.721044 1.467473 4.145904 41.318062
2025-12-28 0.194498 0.282230 0.434421 0.761529 1.639702 5.280733 120.605711
2026-01-04 0.195836 0.288763 0.454674 0.827847 1.917621 7.459863 3150.359071
2026-01-11 0.187740 0.278366 0.441804 0.815397 1.940630 8.148392 NaN
2026-01-18 0.181826 0.271459 0.435137 0.816958 2.013482 9.384083 NaN
2026-01-25 0.173149 0.259184 0.417046 0.788203 1.969548 9.583455 NaN
2026-02-01 0.163041 0.243945 0.392273 0.740547 1.846126 8.916415 NaN
2026-02-08 0.157467 0.236616 0.382865 0.730710 1.863789 9.692546 NaN
2026-02-15 0.156809 0.238080 0.391141 0.766941 2.073715 13.239591 NaN